Sum of Largest Eigenvalues
The sum of the largest k eigenvalues of a matrix.
lambda_sum_largest(A, k)
A |
An Expression or matrix. |
k |
The number of eigenvalues to sum over. |
An Expression representing the sum of the largest k eigenvalues of the input.
C <- Variable(3,3) val <- cbind(c(1,2,3), c(2,4,5), c(3,5,6)) prob <- Problem(Minimize(lambda_sum_largest(C,2)), list(C == val)) result <- solve(prob) result$value result$getValue(C)
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